Regularization of cylindrical processes in locally convex Spaces

 

محفوظ في:
التفاصيل البيبلوغرافية
المؤلف: Fonseca Mora, Christian Andrés
التنسيق: artículo original
تاريخ النشر:2020
الوصف:Let Φ be a locally convex space and let Φ′ denote its strong dual. In this paper, we introduce sufficient conditions for the existence of a continuous or a càdlàg Φ′-valued version to a cylindrical process defined on Φ′. Our result generalizes many other known results on the literature and their different connections will be discussed. As an application, we provide sufficient conditions for the existence of a Φ′-valued càdlàg Lévy process version to a given cylindrical Lévy process in Φ′.
البلد:Kérwá
المؤسسة:Universidad de Costa Rica
Repositorio:Kérwá
اللغة:Inglés
OAI Identifier:oai:kerwa.ucr.ac.cr:10669/84956
الوصول للمادة أونلاين:https://www.worldscientific.com/doi/10.1142/S0219025720500277
https://hdl.handle.net/10669/84956
كلمة مفتاحية:ANÁLISIS ESTOCÁSTICO CON PROCESOS CILÍNDRICOS
Cylindrical stochastic processes
Sazonov’s topology
continuous and càdlàg versions
cylindrical Lévy